The Teberg Fund Market Value
| TEBRX Fund | USD 25.37 0.18 0.70% |
| Symbol | Teberg |
Teberg Fund 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Teberg Fund's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Teberg Fund.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Teberg Fund on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding The Teberg Fund or generate 0.0% return on investment in Teberg Fund over 720 days. Teberg Fund is related to or competes with Federated Mdt, Federated Mdt, T Rowe, and Victory Sycamore. The fund invests its assets primarily in shares of any number of other no-load and load-waived mutual funds, which may i... More
Teberg Fund Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Teberg Fund's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Teberg Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8531 | |||
| Information Ratio | 0.062 | |||
| Maximum Drawdown | 4.42 | |||
| Value At Risk | (1.19) | |||
| Potential Upside | 1.34 |
Teberg Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teberg Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teberg Fund's standard deviation. In reality, there are many statistical measures that can use Teberg Fund historical prices to predict the future Teberg Fund's volatility.| Risk Adjusted Performance | 0.0768 | |||
| Jensen Alpha | 0.0715 | |||
| Total Risk Alpha | 0.052 | |||
| Sortino Ratio | 0.0629 | |||
| Treynor Ratio | 1.09 |
Teberg Fund Backtested Returns
At this stage we consider Teberg Mutual Fund to be very steady. Teberg Fund owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0776, which indicates the fund had a 0.0776% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Teberg Fund, which you can use to evaluate the volatility of the fund. Please validate Teberg Fund's Coefficient Of Variation of 1045.46, risk adjusted performance of 0.0768, and Semi Deviation of 0.7144 to confirm if the risk estimate we provide is consistent with the expected return of 0.0647%. The entity has a beta of 0.0668, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Teberg Fund's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teberg Fund is expected to be smaller as well.
Auto-correlation | 0.82 |
Very good predictability
The Teberg Fund has very good predictability. Overlapping area represents the amount of predictability between Teberg Fund time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Teberg Fund price movement. The serial correlation of 0.82 indicates that around 82.0% of current Teberg Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 2.27 |
Teberg Fund lagged returns against current returns
Autocorrelation, which is Teberg Fund mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Teberg Fund's mutual fund expected returns. We can calculate the autocorrelation of Teberg Fund returns to help us make a trade decision. For example, suppose you find that Teberg Fund has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Teberg Fund regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Teberg Fund mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teberg Fund mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teberg Fund mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Teberg Fund Lagged Returns
When evaluating Teberg Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teberg Fund mutual fund have on its future price. Teberg Fund autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Teberg Fund autocorrelation shows the relationship between Teberg Fund mutual fund current value and its past values and can show if there is a momentum factor associated with investing in The Teberg Fund.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Teberg Mutual Fund
Teberg Fund financial ratios help investors to determine whether Teberg Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Teberg with respect to the benefits of owning Teberg Fund security.
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